Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (Q2407794)

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Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments
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    Uniform asymptotics for the ruin probabilities of a two-dimensional renewal risk model with dependent claims and risky investments (English)
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    6 October 2017
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    dominatedly varying tail
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    Farlie-Gumbel-Morgenstern distribution
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    long tail
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    investment return
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    ruin
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    risk model
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    bivariate
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    Lévy process
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